When I download hindi movie from internet,it gets stored in real player or windows media player format.?

I may watch downloaded movies in my PC but I need to copy it in DVD so that my relatives may watch it in DVD Player(PHILIPS company).Problem is that audio files gets opened but video files doesnot open in my DVD player.How to convert stored real player format(video files),etc it into the format(VTS/VOB etc) readable by DVD player.Which software is available in internet for free download to change the format.Please suggest the solution.